Connection between the Adjoint Variables and Value Function for Controlled Fully Coupled FBSDEs: The Local Case. - Weijun Meng; Jingtao Shi (ICARCV, 2018)

A global maximum principle for stochastic optimal control problems with delay and applications. - Weijun Meng; Jingtao Shi (Syst. Control. Lett., 2021)

A General Maximum Principle for Optimal Control of Stochastic Differential Delay Systems. - Weijun Meng; Jingtao Shi; Tianxiao Wang; Ji-Feng Zhang (SIAM J. Control. Optim., 2025)

Necessary and Sufficient Conditions of Open-Loop and Closed-Loop Solvability for Delayed Stochastic LQ Optimal Control Problems. - Weijun Meng; Jingtao Shi; Ji-Feng Zhang; Yanlong Zhao (SIAM J. Control. Optim., 2025)